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| Title: | Sequential valuation networks for asymmetric decision problems |
| Authors: | Demirer, Riza
Shenoy, Prakash P. |
| Keywords: | Decision analysis
Sequential decision diagrams
Valuation networks
Asymmetric decision problems
Influence diagrams |
| Issue Date: | 16-Feb-2006 |
| Publisher: | Elsevier Science Publishers B. V. |
| Extent: | 774084 bytes |
| Type: | Article |
| Citation: | Demirer, R. and P. P. Shenoy, "Sequential valuation networks for asymmetric decision problems," European Journal of Operational Research, Vol. 169, No. 1, 2006, pp. 286--309 |
| Abstract: | This paper deals with representation and solution of asymmetric decision problems. We describe a new representation called sequential valuation networks that is a hybrid of Covaliu and Oliver’s sequential decision diagrams and Shenoy’s valuation networks. The solution algorithm is based on the idea of decomposing a large asymmetric problem into smaller sub-problems and then using the fusion algorithm of valuation networks to solve the sub-problems. Sequential valuation networks inherit many of the strengths of sequential decision diagrams and valuation networks while overcoming many of their shortcomings. We illustrate our technique by representing and solving a modified version of Covaliu and Oliver’s [Manage. Sci. 41(12) (1995) 1860] Reactor problem in complete detail. |
| URI: | http://hdl.handle.net/1808/757 |
| ISSN: | 0377-2217 |
| Appears in Collections: | School of Business Articles
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